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在分析单一指数模型的基础上,将熵理论引入到房地产投资组合的风险度量中,建立了基于熵的单一指数优化模型,并进行了实证分析,认为模型是有效的。
Based on the analysis of the single index model, the entropy theory is introduced into the risk measurement of the real estate portfolio. A single exponential optimization model based on entropy is established, and an empirical analysis is carried out. The model is valid.